CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6784 |
0.6756 |
-0.0029 |
-0.4% |
0.6773 |
| High |
0.6785 |
0.6776 |
-0.0009 |
-0.1% |
0.6820 |
| Low |
0.6738 |
0.6748 |
0.0010 |
0.1% |
0.6749 |
| Close |
0.6755 |
0.6748 |
-0.0008 |
-0.1% |
0.6811 |
| Range |
0.0047 |
0.0029 |
-0.0018 |
-38.7% |
0.0071 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
87 |
63 |
-24 |
-27.6% |
369 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6843 |
0.6824 |
0.6763 |
|
| R3 |
0.6814 |
0.6795 |
0.6755 |
|
| R2 |
0.6786 |
0.6786 |
0.6753 |
|
| R1 |
0.6767 |
0.6767 |
0.6750 |
0.6762 |
| PP |
0.6757 |
0.6757 |
0.6757 |
0.6755 |
| S1 |
0.6738 |
0.6738 |
0.6745 |
0.6733 |
| S2 |
0.6729 |
0.6729 |
0.6742 |
|
| S3 |
0.6700 |
0.6710 |
0.6740 |
|
| S4 |
0.6672 |
0.6681 |
0.6732 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7006 |
0.6979 |
0.6850 |
|
| R3 |
0.6935 |
0.6908 |
0.6830 |
|
| R2 |
0.6864 |
0.6864 |
0.6824 |
|
| R1 |
0.6837 |
0.6837 |
0.6817 |
0.6851 |
| PP |
0.6793 |
0.6793 |
0.6793 |
0.6800 |
| S1 |
0.6766 |
0.6766 |
0.6804 |
0.6780 |
| S2 |
0.6722 |
0.6722 |
0.6797 |
|
| S3 |
0.6651 |
0.6695 |
0.6791 |
|
| S4 |
0.6580 |
0.6624 |
0.6771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6820 |
0.6738 |
0.0082 |
1.2% |
0.0038 |
0.6% |
12% |
False |
False |
92 |
| 10 |
0.6820 |
0.6693 |
0.0127 |
1.9% |
0.0036 |
0.5% |
43% |
False |
False |
81 |
| 20 |
0.6820 |
0.6634 |
0.0186 |
2.8% |
0.0038 |
0.6% |
61% |
False |
False |
86 |
| 40 |
0.6820 |
0.6609 |
0.0211 |
3.1% |
0.0041 |
0.6% |
66% |
False |
False |
58 |
| 60 |
0.6820 |
0.6491 |
0.0330 |
4.9% |
0.0036 |
0.5% |
78% |
False |
False |
41 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0033 |
0.5% |
83% |
False |
False |
36 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0028 |
0.4% |
83% |
False |
False |
30 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0025 |
0.4% |
83% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6897 |
|
2.618 |
0.6851 |
|
1.618 |
0.6822 |
|
1.000 |
0.6805 |
|
0.618 |
0.6794 |
|
HIGH |
0.6776 |
|
0.618 |
0.6765 |
|
0.500 |
0.6762 |
|
0.382 |
0.6758 |
|
LOW |
0.6748 |
|
0.618 |
0.6730 |
|
1.000 |
0.6719 |
|
1.618 |
0.6701 |
|
2.618 |
0.6673 |
|
4.250 |
0.6626 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6762 |
0.6773 |
| PP |
0.6757 |
0.6765 |
| S1 |
0.6752 |
0.6756 |
|